Anic Equity¶

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Total return since start: 0.58 %¶

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Equity now: -----------------------------> 48264.72 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46568.1 Kr¶

PnL: ---------------------------------------> 211.1 Kr¶

DD now: ---------------------------------> -9.141 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-10 14:18:33.588755'

Anic Portfolio¶

Today¶

Return: 0.349 %¶

This Week¶

Return: 0.065 %¶

Total portfolio value¶

Return including deposits: 58.006 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
EnQuest PLC 2351 -1.350000 5844.590000 131.590000 2.300000 5713.000530
Investor B 27 0.470000 5792.850000 101.850000 1.790000 5691.000006
Vitec Software Group B 2 1.370000 1182.000000 95.000000 8.740000 1087.000000
Lindab International 35 1.130000 5663.000000 70.000000 1.250000 5593.000000
NP3 Fastigheter 32 1.370000 5696.000000 -1.000000 -0.020000 5697.000000
AQ Group 12 -0.110000 5238.000000 -25.000000 -0.480000 5262.999996
Tethys Oil 109 1.240000 5879.460000 -31.540000 -0.530000 5911.000022
Volvo B 25 0.330000 5685.000000 -58.000000 -1.010000 5743.000000
Volvo A 24 0.000000 5587.200000 -71.800000 -1.270000 5659.000008
TOTAL 46568.100000 211.100000 -9.14081% 46357.000562

Updated:¶

'2023-08-10 14:18:51.598491'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶